The scaling limit behaviour of periodic stable-like processes

DOI10.3150/bj/1151525136zbMath1114.60028arXiv0708.4283OpenAlexW1967983155MaRDI QIDQ850762

Brice Franke

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.4283

zbMATH Keywords

homogenizationlarge deviationsstable-like processfunctional non-central limit theoremheavy-tail increment

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

Related Items (17)

Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise ⋮ Ergodic property of stable-like Markov chains ⋮ Homogenization of periodic diffusion with small jumps ⋮ Ergodicity of Lévy-Type Processes ⋮ Homogenization of non-symmetric jump processes ⋮ On recurrence and transience of two-dimensional Lévy and Lévy-type processes ⋮ Recurrence and transience property for a class of Markov chains ⋮ Recurrence and transience criteria for two cases of stable-like Markov chains ⋮ A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise ⋮ An overshoot approach to recurrence and transience of Markov processes ⋮ Periodic homogenization of a Lévy-type process with small jumps ⋮ A Lévy Process whose Jumps are Dragged by a Spherical Dynamical System ⋮ Long-time behavior for a class of Feller processes ⋮ Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process ⋮ Heavy-tailed random walks on complexes of half-lines ⋮ Homogenization of Lévy-type Operators with Oscillating Coefficients ⋮ Periodic homogenization of nonsymmetric Lévy-type processes

Cites Work

• A central limit theorem for diffusions with periodic coefficients
• Growth and Hölder conditions for the sample paths of Feller processes
• Pseudodifferential operators with variable order of differentiation generating Feller semigroups
• On Markov process generated by pseudodifferential operator of variable order
• Transience and non-explosion of certain stochastic Newtonian systems
• Symmetric Stable Laws and Stable-Like Jump-Diffusions
• Lévy Processes and Stochastic Calculus
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